Search Results | Showing 51 - 60 of 282 results for "Sharpe" |
| | | Did trading desks perform better or worse when they were forced to work from home last year? That is the question UNSW Business school researchers sought to answer. A study by UNSW Business School associate professors Elise Payzan-LeNestour and James ... |
| | | | The children of those in their 40s, 50s, and 60s are likely to be significantly worse off financially than their parents, with the intergenerational wealth gap only widening. Speaking at the Conference of Major Superannuation Funds, Taylor Fry principal ... |
| | | | ... determined by a quantitative methodology that equally weights six-year performance factors with five key risk measures; the Sharpe ratio, Sortino ratio, Omega ratio, standard deviation of monthly returns, semi-standard deviation and sum of negative returns. ... |
| | | | The $62 billion industry super fund Rest has strengthened its internal investment team with two key appointments. REST appointed Kiran Singh to the role of head of listed assets and Sonia Bluzmanis as head of global equities. Singh joins Rest from Cbus ... |
| | | | ANZ posted statutory profit after tax in the first half to $2.9 billion, up 45% from 2H20. The bank announced a dividend of 70 cents per share, double of the previous half's dividend. ANZ said key drivers for the increase in its profits were net credit ... |
| | | | ... Rainmaker calculated a combined risk-adjusted rank for MySuper options, incorporating their average percentile scores in Sharpe, Sortino and Omega risk ratios to December end. Sharpe ratio is a measure of return per unit of risk; Sortino ratio is returns ... |
| | | | After a week of speculation, AMP has confirmed its chief executive Francesco De Ferrari will step down following the group's portfolio review and has named his successor. Alexis George has been at ANZ for over seven years as deputy chief executive ... |
| | | | ... two years in a row. QSuper said this test needs to use better benchmarks and risk-adjusted returns (adding volatility, Sharpe ratio). "The asset class benchmarks may be constraining, and we suggest broadening the adopted benchmarks to better align with ... |
| | | | Expansion in private sector activity with a dash of inflation. This is the overriding conclusion that could be derived from the flash estimates of the IHS Markit Purchasing Managers' Index (PMI) surveys conducted for the US, the Eurozone, the UK ... |
| | | | It won't be long now until cherry blossoms start blooming in Japan. But just like these blossoms' short-lived wonder, the Land of the Rising Sun's economic recovery through various crises going back to the late 1980s-early 1990s proved to ... |
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